SUBROUTINE SGGEV_F95( A, B, ALPHAR, ALPHAI, BETA, VL, VR, INFO ) ! ! -- LAPACK95 interface driver routine (version 3.0) -- ! UNI-C, Denmark; Univ. of Tennessee, USA; NAG Ltd., UK ! September, 2000 ! ! .. USE STATEMENTS .. USE LA_PRECISION, ONLY: WP => SP USE LA_AUXMOD, ONLY: ERINFO USE F77_LAPACK, ONLY: GGEV_F77 => LA_GGEV ! .. IMPLICIT STATEMENT .. IMPLICIT NONE ! .. SCALAR ARGUMENTS .. INTEGER, INTENT(OUT), OPTIONAL :: INFO ! .. ARRAY ARGUMENTS .. REAL(WP), INTENT(INOUT) :: A(:,:), B(:,:) REAL(WP), INTENT(OUT) :: ALPHAR(:), ALPHAI(:), BETA(:) REAL(WP), INTENT(OUT), OPTIONAL, TARGET :: VL(:,:), VR(:,:) !---------------------------------------------------------------------- ! ! Purpose ! ======= ! ! LA_GGEV computes for a pair of n by n real or complex matrices (A,B) ! the generalized eigenvalues in the form of scalar pairs (alpha, beta) ! and, optionally, the left and/or right generalized eigenvectors. ! A generalized eigenvalue of the pair (A,B) is, roughly ! speaking, a scalar of the form lambda=alpha/beta such that the matrix ! A-lambda*B is singular. It is usually represented as the pair ! (alpha; beta), as there is a reasonable interpretation of the case ! beta = 0 (even if alpha = 0). ! A right generalized eigenvector corresponding to a generalized ! eigenvalue lambda is a vector v such that (A-lambda*B)*v=0. A left ! generalized eigenvector is a vector u such that u^H*(A-lambda*B)=0, ! where u^H is the conjugate-transpose of u. ! The computation is based on the (generalized) real or complex ! Schur form of (A,B). (See LA_GGES for details of this form.) ! ! ========= ! ! SUBROUTINE LA_GGEV( A, B, , BETA, VL=vl, & ! VR=vr, INFO=info ) ! (), INTENT(INOUT) :: A(:,:), B(:,:) ! (), INTENT(OUT) :: , BETA(:) ! (), INTENT(OUT), OPTIONAL :: VL(:,:), VR(:,:) ! INTEGER, INTENT(OUT), OPTIONAL :: INFO ! where ! ::= REAL | COMPLEX ! ::= KIND(1.0) | KIND(1.0D0) ! ::= ALPHAR, ALPHAI | ALPHA ! ::= ALPHAR(:), ALPHAI(:) | ALPHA(:) ! ! Arguments ! ========= ! ! A (input/output) REAL or COMPLEX square array, shape (:,:). ! On entry, the matrix A. ! On exit, A has been destroyed. ! B (input/output) REAL or COMPLEX square array, shape (:,:) with ! size(B,1) = size(A,1). ! On entry, the matrix B. ! On exit, B has been destroyed. ! (output) REAL or COMPLEX array, shape (:) with size(alpha) = ! size(A,1). ! The values of alpha. ! alpha(:) ::= ALPHAR(:), ALPHAI(:) | ALPHA(:), ! where ! ALPHAR(:), ALPHAI(:) are of REAL type (for the real and ! imaginary parts) and ALPHA(:) is of COMPLEX type. ! BETA (output) REAL or COMPLEX array, shape (:) with size(BETA) = ! size(A,1). ! The values of beta. ! Note: The generalized eigenvalues of the pair (A,B) are the ! scalars lambda(j)=alpha(j)/beta(j). These quotients may easily ! over- or underflow, and beta(j) may even be zero. Thus, the ! user should avoid computing them naively. ! Note: If A and B are real then complex eigenvalues occur in ! complex conjugate pairs. Each pair is stored consecutively. ! Thus a complex conjugate pair is given by ! lambda(j) = (ALPHAR(j) + i*ALPHAI(j))/BETA(j) ! lambda(j+1) = (ALPHAR(j+1) + i*ALPHAI(j+1))/BETA(j+1) ! where ! ALPHAI(j)/BETA(j) = -(ALPHAI(j+1)/BETA(j+1)) ! VL Optional (output) REAL or COMPLEX square array, shape (:,:) ! with size(VL,1) = size(A,1). ! The left generalized eigenvectors u(j) are stored in the ! columns of VL in the order of their eigenvalues. Each ! eigenvector is scaled so the largest component has ! |realpart| + |imag.part| = 1, ! except that for eigenvalues with alpha = beta = 0, a zero ! vector is returned as the corresponding eigenvector. ! Note: If A and B are real then complex eigenvectors, like ! their eigenvalues, occur in complex conjugate pairs. The real ! and imaginary parts of the first eigenvector of the pair are ! stored in VL(:,j) and VL(:,j+1) . Thus a complex conjugate ! pair is given by ! u(j) = VL(:,j) + i*VL(:,j+1), u(j+1) = VL(:,j) - i*VL(:,j+1) ! VR Optional (output) REAL or COMPLEX square array, shape (:,:) ! with size(VR,1) = size(A,1). ! The right generalized eigenvectors v(j) are stored in the ! columns of VR in the order of their eigenvalues. Each ! eigenvector is scaled so the largest component has ! |realpart| + |imag:part| = 1, ! except that for eigenvalues with alpha = beta = 0, a zero ! vector is returned as the corresponding eigenvector. ! Note: If A and B are real then complex eigenvectors, like ! their eigenvalues, occur in complex conjugate pairs. The real ! and imaginary parts of the first eigenvector of the pair are ! stored in VR(:,j) and VR(:,j+1) . Thus a complex conjugate ! pair is given by ! v(j) = VR(:,j) + i*VR(:,j+1), v(j+1) = VR(:,j) - i*VR(:,j+1) ! INFO Optional (output) INTEGER. ! = 0: successful exit. ! < 0: if INFO = -i, the i-th argument had an illegal value. ! > 0: if INFO = i, and i is ! <= n: The QZ iteration failed. No eigenvectors have been ! calculated, but (alpha(j), BETA(j)) should be ! correct for j = INFO+1, ..., n. ! = n+1: another part of the algorithm failed. ! = n+2: a failure occurred during the computation of the ! generalized eigenvectors. ! If INFO is not present and an error occurs, then the program ! is terminated with an error message. !----------------------------------------------------------------------- ! .. LOCAL PARAMETERS .. CHARACTER(LEN=7), PARAMETER :: SRNAME = 'LA_GGEV' ! .. LOCAL SCALARS .. CHARACTER(LEN=1) :: LJOBVL, LJOBVR INTEGER, SAVE :: LWORK = 0 INTEGER :: N, LINFO, LD, ISTAT, S1VL, S2VL, S1VR, S2VR, & & SALPHAR, SALPHAI, SBETA ! .. LOCAL ARRAYS .. REAL(WP), TARGET :: LLVL(1,1), LLVR(1,1), WORKMIN(1) REAL(WP), POINTER :: WORK(:) ! .. INTRINSIC FUNCTIONS .. INTRINSIC MAX, PRESENT, SIZE ! .. EXECUTABLE STATEMENTS .. LINFO = 0; ISTAT = 0; N = SIZE(A,1); LD = MAX(1,N) SALPHAR = SIZE(ALPHAR); SALPHAI = SIZE(ALPHAI) SBETA = SIZE(BETA) IF( PRESENT(VL) )THEN; S1VL = SIZE(VL,1); S2VL = SIZE(VL,2); LJOBVL = 'V' ELSE; S1VL = 1; S2VL = 1; LJOBVL = 'N'; END IF IF( PRESENT(VR) )THEN; S1VR = SIZE(VR,1); S2VR = SIZE(VR,2); LJOBVR = 'V' ELSE; S1VR = 1; S2VR = 1; LJOBVR = 'N'; END IF ! .. TEST THE ARGUMENTS IF( N < 0 .OR. SIZE(A,2) /= N )THEN; LINFO = -1 ELSE IF( SIZE(B,1) /= N .OR. SIZE(B,2) /= N )THEN; LINFO = -2 ELSE IF( SALPHAR /= N )THEN; LINFO = -3 ELSE IF( SALPHAI /= N )THEN; LINFO = -4 ELSE IF( SBETA /= N )THEN; LINFO = -5 ELSE IF( PRESENT(VL) .AND. ( S1VL /= N .OR. S2VL /= N ) )THEN; LINFO = -6 ELSE IF( PRESENT(VR) .AND. ( S1VR /= N .OR. S2VR /= N ) )THEN; LINFO = -7 ELSE IF( N > 0 )THEN ! .. DETERMINE THE WORKSPACE .. ! .. QUERING THE SIZE OF WORKSPACE .. LWORK = -1 IF (PRESENT (VL)) THEN IF (PRESENT (VR)) THEN CALL GGEV_F77( LJOBVL, LJOBVR, N, A, LD, B, LD, ALPHAR, ALPHAI, & & BETA, VL, S1VL, VR, S1VR, WORKMIN, LWORK, LINFO ) ELSE CALL GGEV_F77( LJOBVL, LJOBVR, N, A, LD, B, LD, ALPHAR, ALPHAI, & & BETA, VL, S1VL, LLVR, S1VR, WORKMIN, LWORK, LINFO ) ENDIF ELSE IF (PRESENT (VR)) THEN CALL GGEV_F77( LJOBVL, LJOBVR, N, A, LD, B, LD, ALPHAR, ALPHAI, & & BETA, LLVL, S1VL, VR, S1VR, WORKMIN, LWORK, LINFO ) ELSE CALL GGEV_F77( LJOBVL, LJOBVR, N, A, LD, B, LD, ALPHAR, ALPHAI, & & BETA, LLVL, S1VL, LLVR, S1VR, WORKMIN, LWORK, LINFO ) ENDIF ENDIF LWORK = WORKMIN(1) ALLOCATE(WORK(LWORK), STAT=ISTAT) IF (ISTAT /= 0) THEN; LINFO=-100; GOTO 100; ENDIF IF (PRESENT (VL)) THEN IF (PRESENT (VR)) THEN CALL GGEV_F77( LJOBVL, LJOBVR, N, A, LD, B, LD, ALPHAR, ALPHAI, & & BETA, VL, S1VL, VR, S1VR, WORK, LWORK, LINFO ) ELSE CALL GGEV_F77( LJOBVL, LJOBVR, N, A, LD, B, LD, ALPHAR, ALPHAI, & & BETA, VL, S1VL, LLVR, S1VR, WORK, LWORK, LINFO ) ENDIF ELSE IF (PRESENT (VR)) THEN CALL GGEV_F77( LJOBVL, LJOBVR, N, A, LD, B, LD, ALPHAR, ALPHAI, & & BETA, LLVL, S1VL, VR, S1VR, WORK, LWORK, LINFO ) ELSE CALL GGEV_F77( LJOBVL, LJOBVR, N, A, LD, B, LD, ALPHAR, ALPHAI, & & BETA, LLVL, S1VL, LLVR, S1VR, WORK, LWORK, LINFO ) ENDIF ENDIF IF( LINFO == 0 ) LWORK = INT(WORK(1)+1) DEALLOCATE(WORK) ENDIF 100 CALL ERINFO(LINFO,SRNAME,INFO,ISTAT) END SUBROUTINE SGGEV_F95